Concepedia
Automatica · 2003 · 79 citations · 15 references
Open access
Natural SciencesMathematicsOptimizationProbability TheoryStochastic ProcessesBellman EquationsControl TheoryMarkov ProcessesOptimal ControlStochastic ControlStochastic OptimizationBellman Optimality PrincipleOptimal Control Of Stochastic SystemsStochastic Optimal Control
15
Numerical Methods for Stochastic Control Problems in Continuous Time
Harold J. Kushner · SIAM Journal on Control and Optimization · 1990 · 1.5K citations
Engineering, Mathematics, Dynamical Systems +13
The Fokker-Planck Equation: Methods of Solution and Applications
Optica Acta International Journal of Optics · 1984 · 1.1K citations
Natural Sciences, Mathematics, Physics +12
Cell-to-Cell Mapping, A Method of Global Analysis for Nonlinear Systems
C. S. Hsu, Benson H. Tongue · Journal of Applied Mechanics · 1988 · 335 citations · Full text
Natural Sciences, Cell Biology, Mathematics +14
Efficient path integration methods for nonlinear dynamic systems
V. Moe · Probabilistic Engineering Mechanics · 2000 · 247 citations
Natural Sciences, Mathematics, Systems Engineering +13
The Generalized Cell Mapping Method in Nonlinear Random Vibration Based Upon Short-Time Gaussian Approximation
Jian‐Qiao Sun, C. S. Hsu · Journal of Applied Mechanics · 1990 · 198 citations
Engineering, Computational Engineering, Mechanical Engineering +17